+58.7%
SLB vs CNI
+31.9%
+26.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.7% |
| 7D | -2.4% | -1.1% | -1.3% | -2.1% |
| 30D | +4.9% | -3.5% | +8.4% | +5.9% |
| 3M | +1.4% | +2.2% | -0.8% | +0.1% |
| 6M | +17.6% | +15.1% | +2.5% | +10.9% |
| YTD | +48.3% | +24.7% | +23.6% | +35.4% |
| 1Y | +58.7% | +33.4% | +25.3% | +41.9% |
| All | +58.7% | +31.9% | +26.7% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling